+1,842.4%
SO vs BB
+258.8%
+1,583.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -5.6% | +5.5% | -0.1% |
| 30D | -4.6% | -11.8% | +7.2% | -4.4% |
| 3M | -3.0% | -25.5% | +22.5% | -2.7% |
| 6M | -8.3% | +121.3% | -129.5% | -9.9% |
| YTD | +3.5% | +103.2% | -99.6% | +1.8% |
| 1Y | -0.9% | +102.6% | -103.6% | -2.6% |
| 3Y | +45.4% | +37.5% | +7.9% | +42.9% |
| 5Y | +59.6% | -30.4% | +90.1% | +58.1% |
| 10Y | +156.6% | 0.0% | +156.6% | +146.9% |
| All | +1,842.4% | +258.8% | +1,583.6% | +1,928.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling